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Adaptive cubic regularization methods have emerged as a credible alternative to linesearch and trust-region for smooth nonconvex optimization, with optimal complexity amongst second-order methods. Here we consider a general/new class of…

Optimization and Control · Mathematics 2018-11-20 Coralia Cartis , Nicholas I. M. Gould , Philippe L. Toint

We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…

Probability · Mathematics 2016-04-28 David Baños , Paul Krühner

Time-varying non-convex continuous-valued non-linear constrained optimization is a fundamental problem. We study conditions wherein a momentum-like regularising term allow for the tracking of local optima by considering an ordinary…

Optimization and Control · Mathematics 2019-09-18 Olivier Massicot , Jakub Marecek

The global regularity problem for the Boussinesq system is a well known open problem in mathematical fluid dynamics. As a follow up to our work \cite{EJSI}, we give examples of finite-energy and Lipschitz continuous velocity field and…

Analysis of PDEs · Mathematics 2018-02-27 Tarek M. Elgindi , In-Jee Jeong

Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bounded and measurable in its space variable and…

Probability · Mathematics 2020-02-25 Victor Marx

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…

Numerical Analysis · Mathematics 2020-01-01 Antoine Tambue , Jean Daniel Mukam

In this paper, we investigate the Cauchy problem associated with the stochastic hyperbolic Keller-Segel (SHKS) equation featuring multiplicative noises on the torus $\mathbb{T}^d$. First, we establish the local existence and uniqueness of…

Probability · Mathematics 2025-11-20 Tengyu Li , Lei Zhang

In this paper, we consider incompressible Euler flows in $ \mathbb{R}^{4} $ under bi-rotational symmetry, namely solutions that are invariant under rotations in $\mathbb{R}^{4}$ fixing either the first two or last two axes. With the…

Analysis of PDEs · Mathematics 2024-02-29 Kyudong Choi , In-Jee Jeong , Deokwoo Lim

We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…

Analysis of PDEs · Mathematics 2022-02-03 Florian Kunick

Developments in numerical methods for problems governed by nonlinear partial differential equations underpin simulations with sound arguments in diverse areas of science and engineering. In this paper, we explore the regularization method…

Analysis of PDEs · Mathematics 2020-09-29 Vo Anh Khoa , Mai Thanh Nhat Truong , Nguyen Ho Minh Duy , Nguyen Huy Tuan

We consider a flow by powers of Gauss curvature under the obstruction that the flow cannot penetrate a prescribed region, so called an obstacle. For all dimensions and positive powers, we prove the optimal curvature bounds of solutions and…

Differential Geometry · Mathematics 2023-10-05 Ki-Ahm Lee , Taehun Lee

Regularization is a well studied problem in the context of neural networks. It is usually used to improve the generalization performance when the number of input samples is relatively small or heavily contaminated with noise. The…

Artificial Intelligence · Computer Science 2011-04-19 Salah Rifai , Xavier Glorot , Yoshua Bengio , Pascal Vincent

(Due to the limit on the number of characters for an abstract set by arXiv, the full abstract can not be displayed here. See the abstract in the paper.) We study dispersive equations with a time non-homogeneous modulation acting on the…

Analysis of PDEs · Mathematics 2024-10-22 Khalil Chouk , Massimiliano Gubinelli , Guopeng Li , Jiawei Li , Tadahiro Oh

To solve the path integral for quantum gravity, one needs to regularise the space-times that are summed over. This regularisation usually is a discretisation, which makes it necessary to give up some paradigms or symmetries of continuum…

General Relativity and Quantum Cosmology · Physics 2014-09-30 Lisa Glaser

In this article, we address the velocity tracking control problem for a class of stochastic non-Newtonian fluids. More precisely, we consider the stochastic third-grade fluid equation perturbed by infinite-dimensional additive white noise…

Probability · Mathematics 2026-03-10 Kush Kinra , Fernanda Cipriano

In the present paper we study slow-fast systems of coupled equations from fluid dynamics, where the fast component is perturbed by additive noise. We prove that, under a suitable limit of infinite separation of scales, the slow component of…

Probability · Mathematics 2025-07-28 Arnaud Debussche , Umberto Pappalettera

A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomize ODE solvers by adding a…

Numerical Analysis · Mathematics 2020-06-26 Assyr Abdulle , Giacomo Garegnani

We show how to apply ideas from the theory of rough paths to the analysis of low-regularity solutions to non-linear dispersive equations. Our basic example will be the one dimensional Korteweg--de Vries (KdV) equation on a periodic domain…

Analysis of PDEs · Mathematics 2009-07-21 M. Gubinelli

Comparing and recognizing metrics can be extraordinarily difficult because of the group of diffeomorphisms. Two metrics, that could even be the same, could look completely different in different coordinates. This is the gauge problem. The…

Differential Geometry · Mathematics 2022-03-21 Tobias Holck Colding , William P. Minicozzi

We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this…

Optimization and Control · Mathematics 2026-01-22 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders , Ahmed Attia